NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
78.78 |
78.51 |
-0.27 |
-0.3% |
84.23 |
High |
78.89 |
78.51 |
-0.38 |
-0.5% |
84.30 |
Low |
77.50 |
77.06 |
-0.44 |
-0.6% |
77.60 |
Close |
78.61 |
77.35 |
-1.26 |
-1.6% |
77.97 |
Range |
1.39 |
1.45 |
0.06 |
4.3% |
6.70 |
ATR |
1.58 |
1.57 |
0.00 |
-0.1% |
0.00 |
Volume |
9,801 |
9,017 |
-784 |
-8.0% |
32,449 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.99 |
81.12 |
78.15 |
|
R3 |
80.54 |
79.67 |
77.75 |
|
R2 |
79.09 |
79.09 |
77.62 |
|
R1 |
78.22 |
78.22 |
77.48 |
77.93 |
PP |
77.64 |
77.64 |
77.64 |
77.50 |
S1 |
76.77 |
76.77 |
77.22 |
76.48 |
S2 |
76.19 |
76.19 |
77.08 |
|
S3 |
74.74 |
75.32 |
76.95 |
|
S4 |
73.29 |
73.87 |
76.55 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.06 |
95.71 |
81.66 |
|
R3 |
93.36 |
89.01 |
79.81 |
|
R2 |
86.66 |
86.66 |
79.20 |
|
R1 |
82.31 |
82.31 |
78.58 |
81.14 |
PP |
79.96 |
79.96 |
79.96 |
79.37 |
S1 |
75.61 |
75.61 |
77.36 |
74.44 |
S2 |
73.26 |
73.26 |
76.74 |
|
S3 |
66.56 |
68.91 |
76.13 |
|
S4 |
59.86 |
62.21 |
74.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.57 |
77.06 |
2.51 |
3.2% |
1.35 |
1.7% |
12% |
False |
True |
6,409 |
10 |
84.46 |
77.06 |
7.40 |
9.6% |
1.42 |
1.8% |
4% |
False |
True |
6,248 |
20 |
85.34 |
77.06 |
8.28 |
10.7% |
1.40 |
1.8% |
4% |
False |
True |
5,530 |
40 |
85.34 |
74.37 |
10.97 |
14.2% |
1.27 |
1.6% |
27% |
False |
False |
4,026 |
60 |
85.34 |
74.37 |
10.97 |
14.2% |
1.21 |
1.6% |
27% |
False |
False |
3,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.67 |
2.618 |
82.31 |
1.618 |
80.86 |
1.000 |
79.96 |
0.618 |
79.41 |
HIGH |
78.51 |
0.618 |
77.96 |
0.500 |
77.79 |
0.382 |
77.61 |
LOW |
77.06 |
0.618 |
76.16 |
1.000 |
75.61 |
1.618 |
74.71 |
2.618 |
73.26 |
4.250 |
70.90 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
77.79 |
78.32 |
PP |
77.64 |
77.99 |
S1 |
77.50 |
77.67 |
|